Soc. Generale Call 48 OMV 20.09.2024
/ DE000SW1ZTF5
Soc. Generale Call 48 OMV 20.09.2.../ DE000SW1ZTF5 /
| 2024-05-31 12:41:38 PM |
Chg.-0.001 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.099EUR |
-1.00% |
-
Bid Size: - |
-
Ask Size: - |
OMV AG |
48.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZTF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
OMV AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
45.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.25 |
| Parity: |
-0.26 |
| Time value: |
0.10 |
| Break-even: |
49.00 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
11.11% |
| Delta: |
0.35 |
| Theta: |
-0.01 |
| Omega: |
15.68 |
| Rho: |
0.05 |
Quote data
| Open: |
0.096 |
| High: |
0.099 |
| Low: |
0.096 |
| Previous Close: |
0.100 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.29% |
| 1 Month |
|
|
-23.85% |
| 3 Months |
|
|
+39.44% |
| YTD |
|
|
-10.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.100 |
| 1M High / 1M Low: |
0.190 |
0.090 |
| 6M High / 6M Low: |
0.190 |
0.059 |
| High (YTD): |
2024-05-15 |
0.190 |
| Low (YTD): |
2024-03-07 |
0.059 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.136 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.142 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.105 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
230.09% |
| Volatility 6M: |
|
195.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
